A while back I built a controller for doing home Sous Vide (write up to come...). It controls a hotplate under a pan of water and uses a digital temperature sensor to attempt to maintain a constant, precise temperature. I hacked together a simple control system, and found that it worked very badly for controlling a system with so much lag. I tried a bit of tweaking, but it was still not very good - a tendency to overshoot massively, and take a long time to cool down.